Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 99.73% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'067 CHF | 7'517 CHF | 100.00% | 100.00% |
19.11.2024 | 100.00% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 10'000 CHF | 7'500 CHF | 99.89% | 99.89% |
18.11.2024 | 94.05% | 0.01 CHF | 0.03 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 11'487 CHF | 7'872 CHF | 99.85% | 99.85% |
15.11.2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 8'750 CHF | 100.00% | 100.00% |
14.11.2024 | 76.19% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 16'428 CHF | 9'107 CHF | 100.00% | 100.00% |
13.11.2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 8'750 CHF | 100.00% | 100.00% |
12.11.2024 | 80.00% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'000 CHF | 8'750 CHF | 99.71% | 99.71% |
11.11.2024 | 78.22% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 15'669 CHF | 8'917 CHF | 99.88% | 99.88% |
08.11.2024 | 66.67% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 20'000 CHF | 10'000 CHF | 100.00% | 100.00% |
07.11.2024 | 67.46% | 0.02 CHF | 0.04 CHF | 1'000'000 | 250'000 | 1'000'000 | 250'000 | 19'704 CHF | 9'926 CHF | 99.87% | 99.87% |